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subject:"Welt"
~isPartOf:"Journal of banking & finance"
~subject:"ARCH model"
~subject:"Estimation"
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Search: subject_exact:"Schätzfunktion"
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Welt
ARCH model
Estimation
Estimation theory
75
Schätztheorie
75
Schätzung
27
Portfolio selection
18
Portfolio-Management
18
Theorie
14
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14
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33
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Füss, Roland
2
Adams, Zeno
1
Alexakis, Panayotis
1
Apergēs, Nikolaos
1
Aslanidis, Nektarios
1
Baik, Hyeoncheol
1
Bekiros, Stelios D.
1
Bregantini, Daniele
1
Cai, Zongwu
1
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1
Cenedese, Gino
1
Clare, Andrew D.
1
Dang, Viet Anh
1
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1
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1
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1
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1
Fenech, Jean-Pierre
1
Feng, Guohua
1
Gao, Jiti
1
Girardi, Giulio
1
Glück, Thorsten
1
Golosnoy, Vasyl
1
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1
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1
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1
Han, Sumin
1
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Kim, Minjoo
1
Lahaye, Jérôme
1
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1
Lee, Kangbok
1
Lin, Binghuan
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Lu, Yang
1
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Journal of banking & finance
Journal of econometrics
256
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
148
Economics letters
128
Econometric reviews
70
Econometric theory
61
Applied economics letters
60
Discussion paper series / IZA
60
Economic modelling
60
Applied economics
54
NBER Working Paper
54
Discussion paper / Tinbergen Institute
51
CEMMAP working papers / Centre for Microdata Methods and Practice
50
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
50
NBER working paper series
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Journal of applied econometrics
43
Working paper / Department of Econometrics and Business Statistics, Monash University
42
The econometrics journal
41
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38
Working paper / National Bureau of Economic Research, Inc.
35
Journal of empirical finance
34
CESifo working papers
33
IZA Discussion Paper
32
International journal of forecasting
30
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29
Discussion papers / CEPR
29
Econometrics : open access journal
29
Journal of forecasting
29
Quantitative economics : QE ; journal of the Econometric Society
29
Empirical economics : a quarterly journal of the Institute for Advanced Studies
28
Journal of the American Statistical Association : JASA
26
The review of economics and statistics
26
CREATES research paper
25
Computational economics
25
International journal of economics and financial issues : IJEFI
25
Finance research letters
24
Journal of financial econometrics
24
Energy economics
22
Journal of economic dynamics & control
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ECONIS (ZBW)
33
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10
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33
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date (oldest first)
1
A bank's optimal capital ratio : a time-varying parameter model to the partial adjustment framework
Baik, Hyeoncheol
;
Han, Sumin
;
Joo, Sunghoon
;
Lee, Kangbok
- In:
Journal of banking & finance
142
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013473072
Saved in:
2
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
3
Estimating the probability of informed trading : A Bayesian approach
Griffin, Jim
;
Oberoi, Jaideep
;
Oduro, Samuel D.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012819606
Saved in:
4
Local logit regression for loan recovery rate
Sopitpongstorn, Nithi
;
Silvapulle, Paramsothy
;
Gao, Jiti
; …
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012820172
Saved in:
5
Portfolio selection with parsimonious higher comoments estimation
Lassance, Nathan
;
Vrins, Frédéric
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012820331
Saved in:
6
Modeling persistent interest rates with double-autoregressive processes
Hansen, Anne Lundgaard
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013257376
Saved in:
7
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
8
Least impulse response estimator for stress test exercises
Gouriéroux, Christian
;
Lu, Yang
- In:
Journal of banking & finance
103
(
2019
),
pp. 62-77
Persistent link: https://www.econbiz.de/10012163773
Saved in:
9
Unbiased estimation of risk
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Journal of banking & finance
91
(
2018
),
pp. 133-145
Persistent link: https://www.econbiz.de/10011963654
Saved in:
10
Are correlations constant? : empirical and theoretical results on popular correlation models in finance
Adams, Zeno
;
Füss, Roland
;
Glück, Thorsten
- In:
Journal of banking & finance
84
(
2017
),
pp. 9-24
Persistent link: https://www.econbiz.de/10011816833
Saved in:
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